RETL vs. XRT
Compare and contrast key facts about Direxion Daily Retail Bull 3X Shares (RETL) and SPDR S&P Retail ETF (XRT).
RETL and XRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RETL is a passively managed fund by Direxion that tracks the performance of the Russell 1000 Retail Index (300%). It was launched on Jul 14, 2010. XRT is a passively managed fund by State Street that tracks the performance of the S&P Retail Select Industry. It was launched on Jun 19, 2006. Both RETL and XRT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RETL vs. XRT - Performance Comparison
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RETL vs. XRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RETL Direxion Daily Retail Bull 3X Shares | -19.74% | -5.98% | 9.59% | 33.62% | -80.80% | 101.03% | 63.63% | 23.41% | -35.21% | -1.31% |
XRT SPDR S&P Retail ETF | -5.40% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 14.12% | -8.04% | 4.22% |
Returns By Period
In the year-to-date period, RETL achieves a -19.74% return, which is significantly lower than XRT's -5.40% return. Over the past 10 years, RETL has underperformed XRT with an annualized return of -6.00%, while XRT has yielded a comparatively higher 7.33% annualized return.
RETL
- 1D
- 7.74%
- 1M
- -21.94%
- YTD
- -19.74%
- 6M
- -26.51%
- 1Y
- 21.54%
- 3Y*
- 1.20%
- 5Y*
- -27.76%
- 10Y*
- -6.00%
XRT
- 1D
- 2.68%
- 1M
- -7.23%
- YTD
- -5.40%
- 6M
- -6.19%
- 1Y
- 17.47%
- 3Y*
- 9.68%
- 5Y*
- -0.58%
- 10Y*
- 7.33%
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RETL vs. XRT - Expense Ratio Comparison
RETL has a 0.99% expense ratio, which is higher than XRT's 0.35% expense ratio.
Return for Risk
RETL vs. XRT — Risk / Return Rank
RETL
XRT
RETL vs. XRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Retail Bull 3X Shares (RETL) and SPDR S&P Retail ETF (XRT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| RETL | XRT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.71 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.21 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.15 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.36 | -0.71 |
Martin ratioReturn relative to average drawdown | 1.56 | 3.60 | -2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RETL | XRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.71 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | -0.02 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.27 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.34 | -0.15 |
Correlation
The correlation between RETL and XRT is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RETL vs. XRT - Dividend Comparison
RETL's dividend yield for the trailing twelve months is around 0.64%, less than XRT's 0.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETL Direxion Daily Retail Bull 3X Shares | 0.64% | 0.58% | 1.13% | 1.35% | 0.71% | 0.22% | 0.19% | 0.92% | 1.19% | 0.01% | 2.60% | 0.00% |
XRT SPDR S&P Retail ETF | 0.86% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
Drawdowns
RETL vs. XRT - Drawdown Comparison
The maximum RETL drawdown since its inception was -92.00%, which is greater than XRT's maximum drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for RETL and XRT.
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Drawdown Indicators
| RETL | XRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.00% | -65.81% | -26.19% |
Max Drawdown (1Y)Largest decline over 1 year | -37.89% | -13.53% | -24.36% |
Max Drawdown (5Y)Largest decline over 5 years | -92.00% | -44.57% | -47.43% |
Max Drawdown (10Y)Largest decline over 10 years | -92.00% | -47.02% | -44.98% |
Current DrawdownCurrent decline from peak | -86.22% | -16.82% | -69.40% |
Average DrawdownAverage peak-to-trough decline | -37.02% | -15.01% | -22.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.73% | 5.11% | +10.62% |
Volatility
RETL vs. XRT - Volatility Comparison
Direxion Daily Retail Bull 3X Shares (RETL) has a higher volatility of 17.46% compared to SPDR S&P Retail ETF (XRT) at 5.65%. This indicates that RETL's price experiences larger fluctuations and is considered to be riskier than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RETL | XRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.46% | 5.65% | +11.81% |
Volatility (6M)Calculated over the trailing 6-month period | 43.28% | 14.65% | +28.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.49% | 24.75% | +47.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.82% | 27.01% | +52.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.57% | 27.17% | +52.40% |